{"id":"https://openalex.org/W2587869762","doi":"https://doi.org/10.1109/ssci.2016.7850246","title":"IABC robotic evolutionary model for the foreign exchange rate prediction in Central America trading agreement events","display_name":"IABC robotic evolutionary model for the foreign exchange rate prediction in Central America trading agreement events","publication_year":2016,"publication_date":"2016-12-01","ids":{"openalex":"https://openalex.org/W2587869762","doi":"https://doi.org/10.1109/ssci.2016.7850246","mag":"2587869762"},"language":"en","primary_location":{"id":"doi:10.1109/ssci.2016.7850246","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2016.7850246","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076055067","display_name":"Pei\u2010Wei Tsai","orcid":"https://orcid.org/0000-0002-9429-8957"},"institutions":[{"id":"https://openalex.org/I83791580","display_name":"Fujian University of Technology","ror":"https://ror.org/03c8fdb16","country_code":"CN","type":"education","lineage":["https://openalex.org/I83791580"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Pei-Wei Tsai","raw_affiliation_strings":["College of Information Science and Engineering","Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Science and Engineering","institution_ids":[]},{"raw_affiliation_string":"Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China","institution_ids":["https://openalex.org/I83791580"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001192489","display_name":"Jing Zhang","orcid":"https://orcid.org/0000-0002-0677-3667"},"institutions":[{"id":"https://openalex.org/I83791580","display_name":"Fujian University of Technology","ror":"https://ror.org/03c8fdb16","country_code":"CN","type":"education","lineage":["https://openalex.org/I83791580"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jing Zhang","raw_affiliation_strings":["College of Information Science and Engineering","Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Science and Engineering","institution_ids":[]},{"raw_affiliation_string":"Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China","institution_ids":["https://openalex.org/I83791580"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054439790","display_name":"Yao He","orcid":"https://orcid.org/0000-0003-1672-4057"},"institutions":[{"id":"https://openalex.org/I83791580","display_name":"Fujian University of Technology","ror":"https://ror.org/03c8fdb16","country_code":"CN","type":"education","lineage":["https://openalex.org/I83791580"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yao He","raw_affiliation_strings":["College of Information Science and Engineering","Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Science and Engineering","institution_ids":[]},{"raw_affiliation_string":"Fujian Provincial Key Lab. of Big Data Mining & Apps., Fujian University of Technology, Fuzhou, China","institution_ids":["https://openalex.org/I83791580"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006188990","display_name":"Jui-Fang Chang","orcid":null},"institutions":[{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Jui-Fang Chang","raw_affiliation_strings":["Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I89178830"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076763034","display_name":"Li-Hui Yang","orcid":null},"institutions":[{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Li-Hui Yang","raw_affiliation_strings":["Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I89178830"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5033064481","display_name":"Wein\u2010Duo Yang","orcid":"https://orcid.org/0000-0002-3531-5702"},"institutions":[{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Wein-Duo Yang","raw_affiliation_strings":["Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of International Business, National Kaohsiung University of Applied Science, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I89178830"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.2069993,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.7642464637756348},{"id":"https://openalex.org/keywords/forecast-period","display_name":"Forecast period","score":0.5531347393989563},{"id":"https://openalex.org/keywords/error-correction-model","display_name":"Error correction model","score":0.44465401768684387},{"id":"https://openalex.org/keywords/mean-absolute-percentage-error","display_name":"Mean absolute percentage error","score":0.43029555678367615},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.42770880460739136},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.42363661527633667},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4023052155971527},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21945756673812866},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.20097267627716064},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.16724735498428345},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.13025709986686707},{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.12527117133140564},{"id":"https://openalex.org/keywords/production","display_name":"Production (economics)","score":0.09596601128578186}],"concepts":[{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.7642464637756348},{"id":"https://openalex.org/C112353543","wikidata":"https://www.wikidata.org/wiki/Q5468162","display_name":"Forecast period","level":4,"score":0.5531347393989563},{"id":"https://openalex.org/C134024062","wikidata":"https://www.wikidata.org/wiki/Q1401229","display_name":"Error correction model","level":3,"score":0.44465401768684387},{"id":"https://openalex.org/C150217764","wikidata":"https://www.wikidata.org/wiki/Q6803607","display_name":"Mean absolute percentage error","level":3,"score":0.43029555678367615},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42770880460739136},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42363661527633667},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4023052155971527},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21945756673812866},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20097267627716064},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.16724735498428345},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.13025709986686707},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.12527117133140564},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.09596601128578186},{"id":"https://openalex.org/C181230689","wikidata":"https://www.wikidata.org/wiki/Q192472","display_name":"Net present value","level":3,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ssci.2016.7850246","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2016.7850246","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},{"id":"pmh:oai:researchbank.swinburne.edu.au:12d2a623-78f6-4818-92f5-29e462c96c12/1","is_oa":false,"landing_page_url":"http://hdl.handle.net/1959.3/436287","pdf_url":null,"source":{"id":"https://openalex.org/S4306401157","display_name":"Swinburne Research Bank (Swinburne University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I57093077","host_organization_name":"Swinburne University of Technology","host_organization_lineage":["https://openalex.org/I57093077"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI), Athens, Greece, 6-9 December 2016","raw_type":""}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W637484538","https://openalex.org/W1597898583","https://openalex.org/W1979575715","https://openalex.org/W1981578880","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2045350472","https://openalex.org/W2056070619","https://openalex.org/W2102539915","https://openalex.org/W2287814884","https://openalex.org/W2423293082","https://openalex.org/W2463030015","https://openalex.org/W4254104337","https://openalex.org/W6646370042","https://openalex.org/W6696126189","https://openalex.org/W6718590365"],"related_works":["https://openalex.org/W3184559891","https://openalex.org/W1853545287","https://openalex.org/W3178925596","https://openalex.org/W2908463756","https://openalex.org/W2788853441","https://openalex.org/W3043226360","https://openalex.org/W3192427069","https://openalex.org/W3150038425","https://openalex.org/W2597400463","https://openalex.org/W1592019658"],"abstract_inverted_index":{"Taiwanese":[0],"economy":[1],"is":[2,68,103,118,166,242,246],"extremely":[3],"export-oriented.":[4],"However,":[5],"Taiwan":[6,39,87],"also":[7],"starts":[8],"to":[9,57,119,192,208,228],"actively":[10],"look":[11],"for":[12,14],"opportunities":[13],"participation,":[15],"because":[16],"of":[17,20,27,30,64,82,169,175,212],"the":[18,28,31,58,62,71,83,95,113,121,128,144,148,162,194,210,224,231,240,247,250,256],"slowdown":[19],"multinational":[21],"liberalizations,":[22],"and":[23,48,61,159,161,172,186,223],"as":[24],"a":[25],"result":[26,126],"advance":[29],"regional":[32],"economic":[33,52,96],"integration":[34],"trend.":[35],"As":[36],"an":[37,132],"example,":[38],"vigorously":[40],"participates":[41],"in":[42,46],"FTAs":[43],"with":[44,112,131],"countries":[45],"Asia":[47],"Central":[49],"America.":[50],"International":[51],"conditions":[53],"are":[54,155,217],"significantly":[55],"important":[56],"international":[59],"trade":[60,91],"volume":[63],"export/import":[65],"volume,":[66],"which":[67],"affected":[69],"by":[70,106,127],"foreign":[72,99,122],"exchange":[73,84,100,123,195,213,219],"rate.":[74],"If":[75],"contemporary":[76],"researchers":[77],"could":[78,88],"take":[79],"full":[80],"advantage":[81],"rate":[85,101,124,196,214,220],"forecasting,":[86],"maximize":[89],"its":[90],"surplus,":[92],"thus":[93],"boosting":[94],"growth.":[97],"Conventional":[98],"forecasting":[102,125],"usually":[104],"provided":[105],"analyzing":[107],"many":[108,218],"financial":[109],"indices":[110],"or":[111],"time-series":[114],"method.":[115],"Our":[116],"goal":[117],"produce":[120],"robotic":[129],"way":[130],"evolutionary":[133],"computing":[134],"method":[135],"called":[136],"Interactive":[137,187],"Artificial":[138],"Bee":[139],"Colony":[140],"algorithm.":[141],"Based":[142],"on":[143],"event":[145],"study":[146],"methodology,":[147],"selected":[149],"agreements":[150],"include":[151],"four":[152],"FTA":[153],"that":[154,238],"ECFA,":[156],"BIA,":[157],"ASTEP":[158],"ANZTEC,":[160],"observation":[163],"period":[164,171],"setting":[165],"70":[167,173],"days":[168,174],"pre-event":[170],"post-event":[176],"period.":[177],"This":[178,235],"paper":[179],"uses":[180],"time":[181,232],"series":[182,233],"model":[183,248],"(GARCH,":[184],"EGARCH)":[185],"artificial":[188],"bee":[189],"colony":[190],"(IABC)":[191],"establish":[193],"predicting":[197,221],"models.":[198,257],"In":[199],"addition,":[200],"we":[201],"adopt":[202],"Mean":[203],"Absolutely":[204],"Percentage":[205],"Error":[206],"(MAPE)":[207],"compare":[209],"accuracy":[211],"prediction.":[215],"There":[216],"models":[222],"most":[225],"frequently":[226],"one":[227],"conduct":[229],"maybe":[230],"model.":[234],"research":[236],"reveals":[237],"even":[239],"IABC":[241],"relatively":[243],"new":[244],"it":[245],"has":[249],"best":[251],"predictive":[252],"ability":[253],"among":[254],"all":[255]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}